Likelihood-based local polynomial fitting for single-index models

DOI10.1006/JMVA.2000.1984zbMath0992.62042OpenAlexW2124555051MaRDI QIDQ1599242

Jib Huh, Byeong U. Park

Publication date: 5 June 2002

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.2000.1984

zbMATH Keywords

single-index modelsaverage derivativeslocal polynomial kernel smoothers

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Generalized linear models (logistic models) (62J12)

Related Items (15)

Statistical inference and visualization in scale-space using local likelihood ⋮ Asymptotics for a censored generalized linear model with unknown link function ⋮ Bayesian nonparametric modelling of the link function in the single-index model using a Bernstein–Dirichlet process prior ⋮ Rank-based inference for the single-index model ⋮ Single index Fréchet regression ⋮ Nonparametric estimation of the regression function having a change point in generalized linear models ⋮ The EFM approach for single-index models ⋮ Single-index composite quantile regression ⋮ Estimation of single index model with missing response at random ⋮ Penalised spline estimation for generalised partially linear single-index models ⋮ Weighted estimation of single index models with right censored responses ⋮ Detection of a change point based on local-likelihood ⋮ Nonparametric estimation of single-index models in scale-space ⋮ Single-index modelling of conditional probabilities in two-way contingency tables ⋮ On semiparametric \(M\)-estimation in single-index regression

Cites Work

• Unnamed Item
• Adapting for the missing link
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
• Weak and strong uniform consistency of kernel regression estimates
• Generalized Partially Linear Single-Index Models
• Semiparametric Estimation of Index Coefficients
• Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions

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